+204.7%
MDT vs FSLR
+734.5%
-529.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.3% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +9.5% | -13.7% | +23.2% | +11.0% |
| 3M | +16.0% | -35.1% | +51.1% | +20.5% |
| 6M | +0.2% | +3.6% | -3.4% | -0.9% |
| YTD | -0.3% | -21.7% | +21.5% | +1.0% |
| 1Y | +4.7% | +1.3% | +3.4% | +2.9% |
| 3Y | +26.5% | +9.7% | +16.8% | +19.1% |
| 5Y | -18.2% | +117.4% | -135.6% | -30.6% |
| 10Y | +40.0% | +435.5% | -395.5% | +2.5% |
| All | +204.7% | +734.5% | -529.8% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling